A property of the observations fit by the extreme regression quantiles

DOI10.1016/0167-9473(88)90075-8zbMath0726.62104OpenAlexW2046044663WikidataQ126812536 ScholiaQ126812536MaRDI QIDQ804176

Gilbert W. jun. Bassett

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90075-8

zbMATH Keywords

extreme valuesbreakdown pointregression quantile

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Related Items (4)

Averaged Autoregression Quantiles in Autoregressive Model ⋮ Empirical regression quantile processes. ⋮ Applied regression analysis bibliography update 1988-89 ⋮ Averaged extreme regression quantile

Cites Work

• Least Median of Squares Regression
• Robust regression using repeated medians
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Regression Quantiles

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